[SciPy-user] solve for symetric matrix ?

[Nils Wagner]

fred wrote:
> Nils Wagner a écrit :
>   
>> If your matrix is also positive definite you may use
>> linalg.cho_factor
>> linalg.cho_solve
>>   
>>     
> Hi Nils,
>
> Do you mean that using Cholesky decomposition plus solve methods is faster
> than simply using solve() ?
>
> Cheers,
>
>   
Hi Fred,

Yes.
See
http://en.wikipedia.org/wiki/Cholesky_decomposition#Computing_the_Cholesky_decomposition


HTH,
            Nils